+409.3%
EQNR vs SHAK
+87.2%
+322.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -1.1% |
| 7D | +6.4% | -8.3% | +14.7% | +7.5% |
| 30D | +10.4% | -12.6% | +23.0% | +12.1% |
| 3M | +23.1% | +9.1% | +14.0% | +20.8% |
| 6M | +36.3% | -31.2% | +67.5% | +40.5% |
| YTD | +96.0% | -21.6% | +117.6% | +97.1% |
| 1Y | +94.2% | -38.8% | +133.0% | +102.3% |
| 3Y | +75.3% | +0.6% | +74.6% | +60.0% |
| 5Y | +187.2% | -22.5% | +209.7% | +162.8% |
| All | +409.3% | +87.2% | +322.1% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling